-12.3%
HUM vs CART
+12.5%
-24.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -1.4% | -8.7% | +7.2% | -0.7% |
| 30D | +7.5% | -4.4% | +11.8% | +7.8% |
| 3M | +10.2% | +14.6% | -4.4% | +8.9% |
| 6M | +132.5% | +24.4% | +108.1% | +128.2% |
| YTD | +57.6% | +5.0% | +52.6% | +55.2% |
| 1Y | +48.6% | +0.5% | +48.1% | +46.2% |
| All | -12.3% | +12.5% | -24.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling